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ecd (Q27762)

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Elliptic Lambda Distribution and Option Pricing Model
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English
ecd
Elliptic Lambda Distribution and Option Pricing Model

    Statements

    swMATH work ID
    15890
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    instance of
    R package
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    last update
    9 May 2022
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    author
    Stephen H-t. Lihn
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    imports
    stats
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    utils
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    parallel
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    graphics
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    ggplot2
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    methods
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    Rmpfr
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    gsl
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    polynom
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    xts
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    zoo
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    optimx
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    moments
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    stabledist
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    gridExtra
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    xtable
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    yaml
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    RSQLite
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    digest
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    programmed in
    R
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    depends on software
    R
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    CRAN project
    ecd
    end time
    9 May 2022
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    software version identifier
    0.6.4
    publication date
    4 January 2016
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    0.8.2
    publication date
    10 July 2016
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    0.8.3
    publication date
    6 January 2017
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    0.9.1
    publication date
    3 October 2017
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    0.9.2.2
    publication date
    2 May 2022
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    0.9.2.4
    publication date
    9 May 2022
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